LassoBacktracking
cranv1.1Modelling Interactions in High-Dimensional Data with Backtracking. Implementation of the algorithm introduced in Shah, R. D. (2016) <https://www.jmlr.org/papers/volume17/13-515/13-515.pdf>. Data with thousands of predictors can be handled. The algorithm performs sequential Lasso fits on design matrices containing increasing sets of candidate interactions. Previous
License GPL (>= 2)0 versions1 maintainers3 deps81 weekly dl
https://CRAN.R-project.org/package=LassoBacktracking36
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curl https://depscope.dev/api/check/cran/LassoBacktrackingFirst published · 2022-12-08 17:26:37
Last updated · 2022-12-08T14:52:30+00:00